Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922248.9985 | 846971.929 | 75277.0696 | 2125480.0682 | 1071466.543 | 1054013.5251 |
Total P&L (%) | 922.249 | 846.9719 | 75.2771 | 2125.4801 | 1071.4665 | 1054.0135 |
Avg Daily Profit (%) | 0.4905 | 0.4504 | 0.04 | 0.1651 | 0.131 | 0.1302 |
Buy And Hold Return (%) | 202.3769 | 202.3769 | 202.3769 | 202.3769 | 202.3769 | 202.3769 |
Max Trade Drawdown | -136700 | -66459 | -124263 | -1748299 | -1142377 | -889679 |
Profit Factor | 2.19 | 3.1632 | 1.1963 | 1.236 | 1.2054 | 1.2782 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 35.3933 | 29.2135 | 41.573 | 35.3933 | 29.2135 | 41.573 |
Ratio Avg Win / Avg Loss | 3.9977 | 7.6646 | 1.6813 | 2.2562 | 2.9207 | 1.7964 |
Largest Winning Trade | 431252 | 431252 | 52346 | 1483681 | 1483681 | 981028 |
Largest Losing Trade | -23033 | -13817 | -23033 | -397253 | -387996 | -397253 |
Avg Bars in Trades | 125 | 111 | 139 | 125 | 111 | 139 |
Avg Bars in Winners | 254 | 251 | 256 | 254 | 251 | 256 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 22290 | 9892 | 12398 | 22290 | 9892 | 12398 |
Profit Streak | 28.0704 | 28.5704 | 0 | 28.0704 | 28.5704 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315097 | 113228 | -312257 | 156096 | -29318 | -22570 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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